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Initialization routines for ODE filters #490
Initialization routines for ODE filters #490
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Check out this pull request on See visual diffs & provide feedback on Jupyter Notebooks. Powered by ReviewNB |
Codecov Report
@@ Coverage Diff @@
## main #490 +/- ##
==========================================
+ Coverage 86.40% 86.48% +0.07%
==========================================
Files 124 125 +1
Lines 5465 5489 +24
Branches 725 725
==========================================
+ Hits 4722 4747 +25
+ Misses 514 513 -1
Partials 229 229
|
def __call__( | ||
self, ivp: problems.InitialValueProblem, prior_process: randprocs.MarkovProcess | ||
) -> randvars.RandomVariable: |
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please let me know if the changed naming (and some reordering) makes it easier to understand what this code does :)
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The PR looks good, I just found a single typo and otherwise I have nothing to complain. Thanks a lot!
In a Nutshell
This PR introduces an interface for initialization routines in ODE filters.
Detailed Description
See above. This PR also cleans up the tests for initialization routines and updates some docs. Taylor-mode AD code is cleaned up slightly.
The concept is very similar to what happens in #486, but since the content is sufficiently orthogonal, I made a new PR.